第45周交易18次共35手,虧損-0.3K,-0.1%(-5.7,-3.7,4.1,1.3.,3.6),原倉9.5,新倉-14.7,交易4.8。YTD -152.6K,-24.3%。現賬戶資金475.6K,杠杆1.66,淨倉0,波動率1.01%(0.65%~1.73%),風險正常。
周四CPI數據顯示通脹有所減緩,本周股市全麵暴漲。但瘋漲之初賬戶就賣掉了原持有的黃金債卷倉位,失去了大賺的機會。原倉不交易也應有9.5K的盈利。目前賬戶仍持有嚴重虧損的3手YM-RS空倉。風險正常。
以下是賬戶交易與期貨的詳細情況,
Contract | Trade | Vol | P_1 | Pos | Old | New | Trading | No Fee |
ESZ22 | 1 | 1 | 1 | 0 | $11,338 | ($5,063) | $0 | $6,275 |
GCZ22 | 10 | 10 | 2 | 0 | $17,700 | ($9,930) | ($1,600) | $6,170 |
RSZ22 | 6 | 6 | 3 | 3 | $12,840 | $0 | $3,625 | $16,465 |
SIZ22 | 10 | 10 | (2) | 0 | ($8,800) | $2,488 | $3,812 | ($2,500) |
YMZ22 | 7 | 7 | (4) | (3) | ($27,780) | $800 | ($1,000) | ($27,980) |
ZBZ22 | 1 | 1 | 1 | 0 | $4,156 | ($3,031) | $0 | $1,125 |
Total | 35 | 35 | 1 | 0 | $9,454 | ($14,736) | $4,837 | ($445) |
SID | Contract/Pair | RV | WV | WM | PE | MV | ATR | PV% | V% | WN | DateTime | Pos |
40 | PTF | 20.86 | 2.79 | 6.59 | - | $475,572 | $4,811 | 1.01% | 1.01% | 61 | 11/11 17:33 | 0 |
39 | ZWZ22-ZCZ22 | (1.31) | 1.60 | 5.61 | 19.50% | $7,813 | $1,341 | 0.28% | 3.30% | 64 | 09/21 03:11 | 0 |
38 | ZSF23-ZWZ22 | 2.23 | (1.09) | 5.42 | -7.50% | $31,900 | $1,791 | 0.38% | 4.40% | 55 | 09/13 05:01 | 0 |
37 | ZSF23-ZCZ22 | 2.09 | (1.12) | 7.70 | 19.53% | $39,713 | $1,114 | 0.23% | 1.53% | 63 | 09/13 07:36 | 0 |
36 | ZBZ22-6JZ22 | (1.58) | (3.12) | (4.20) | 12.38% | $33,000 | $1,794 | 0.38% | 1.45% | 72 | 10/07 10:14 | 0 |
35 | YMZ22-RSZ22 | 2.07 | 2.33 | 5.71 | 55.95% | $74,480 | $1,604 | 0.34% | 0.95% | 58 | 11/08 15:31 | -3 |
34 | RBZ22-HOZ22 | (2.04) | (1.05) | 7.02 | 24.21% | ($40,299) | $4,848 | 1.02% | 3.22% | 56 | 09/15 13:59 | 0 |
33 | RBZ22-CLF23 | (2.13) | 1.51 | 4.91 | 48.48% | $22,362 | $2,167 | 0.46% | 1.96% | 90 | 11/03 05:09 | 0 |
32 | NQZ22-YMZ22 | (2.18) | 2.59 | (7.44) | 42.23% | $67,900 | $4,397 | 0.92% | 1.86% | 60 | 10/13 08:32 | 0 |
31 | NQZ22-RSZ22 | 0.29 | 2.08 | (7.14) | 33.42% | $142,380 | $5,067 | 1.07% | 2.14% | 58 | 10/13 09:21 | 0 |
30 | NQZ22-ESZ22 | (1.24) | 2.62 | (5.32) | 63.13% | $36,750 | $2,806 | 0.59% | 1.19% | 62 | 10/11 15:11 | 0 |
29 | HOZ22-CLF23 | 0.53 | 1.18 | 5.66 | 26.02% | $62,661 | $4,733 | 1.00% | 3.14% | 60 | 11/04 03:44 | 0 |
28 | HGZ22-SIZ22 | (0.50) | 4.20 | 10.20 | 28.11% | ($10,575) | $2,738 | 0.58% | 2.51% | 55 | 10/14 12:25 | 0 |
27 | GCZ22-SIZ22 | (0.54) | 3.06 | (7.19) | 47.62% | $68,445 | $1,995 | 0.42% | 1.83% | 61 | 10/03 10:00 | 0 |
26 | ESZ22-YMZ22 | (1.79) | 7.32 | 7.32 | 65.66% | $31,150 | $1,756 | 0.37% | 0.88% | 60 | 11/11 14:05 | 0 |
25 | ESZ22-RSZ22 | 1.48 | 1.71 | (6.78) | 48.57% | $105,630 | $2,630 | 0.55% | 1.32% | 60 | 09/16 09:26 | 0 |
24 | 6EZ22-6CZ22 | (1.11) | 6.65 | 6.65 | 31.29% | $54,400 | $1,101 | 0.23% | 0.85% | 62 | 11/11 16:20 | 0 |
23 | 6EZ22-6AZ22 | (1.08) | 4.57 | (4.94) | 40.09% | $62,720 | $960 | 0.20% | 0.74% | 68 | 09/25 21:04 | 0 |
22 | 6CZ22-6AZ22 | 0.20 | (2.80) | (5.45) | 51.56% | $8,320 | $540 | 0.11% | 0.80% | 80 | 10/26 10:04 | 0 |
21 | 6BZ22-6CZ22 | 0.85 | 1.39 | (12.03) | 31.14% | ($1,438) | $917 | 0.19% | 1.24% | 62 | 09/25 21:01 | 0 |
20 | 6BZ22-6AZ22 | 0.93 | (1.87) | (10.80) | 33.38% | $6,883 | $887 | 0.19% | 1.20% | 61 | 09/25 21:01 | 0 |
19 | ZWZ22 | (1.55) | 1.31 | 5.91 | 813.75 | $40,688 | $1,666 | 0.35% | 4.09% | 64 | 09/21 03:11 | 0 |
18 | ZSF23 | 2.07 | 2.67 | 7.58 | 1,451.75 | $72,588 | $1,385 | 0.29% | 1.91% | 66 | 09/13 07:36 | 0 |
17 | ZCZ22 | (0.03) | 1.20 | 5.38 | 657.50 | $32,875 | $646 | 0.14% | 1.97% | 68 | 10/10 10:12 | 0 |
16 | ZBZ22 | (3.35) | (1.19) | (5.52) | 123'180 | $123,563 | $2,048 | 0.43% | 1.66% | 71 | 10/10 13:08 | 0 |
15 | YMZ22 | 1.46 | 1.11 | 4.89 | 33,765.00 | $168,825 | $3,641 | 0.77% | 2.16% | 58 | 10/14 08:57 | -3 |
14 | SIZ22 | 0.76 | (1.89) | 7.39 | 21.80 | $108,975 | $3,809 | 0.80% | 3.50% | 55 | 10/04 12:40 | 0 |
13 | RSZ22 | (1.81) | 5.22 | 5.22 | 1,886.90 | $94,345 | $2,795 | 0.59% | 2.96% | 60 | 11/11 10:27 | 3 |
12 | RBZ22 | (2.32) | 1.07 | 5.54 | 2.63 | $110,422 | $4,207 | 0.88% | 3.81% | 72 | 10/04 14:29 | 0 |
11 | NQZ22 | (0.62) | 1.53 | (6.28) | 11,836.25 | $236,725 | $7,611 | 1.60% | 3.22% | 58 | 09/16 12:27 | 0 |
10 | NGZ22 | (0.30) | (2.92) | (7.11) | 5.90 | $59,020 | $4,822 | 1.01% | 8.17% | 44 | 10/24 06:53 | 0 |
9 | HOZ22 | 0.65 | 1.11 | 6.16 | 3.59 | $150,721 | $6,397 | 1.35% | 4.24% | 60 | 10/06 04:00 | 0 |
8 | HGZ22 | 0.25 | 1.74 | 5.97 | 3.94 | $98,400 | $2,724 | 0.57% | 2.77% | 66 | 11/04 14:56 | 0 |
7 | GCZ22 | 1.36 | 4.78 | (5.74) | 1,774.20 | $177,420 | $2,927 | 0.62% | 1.65% | 48 | 09/16 04:17 | 0 |
6 | ESZ22 | (0.11) | 5.03 | (6.40) | 3,999.50 | $199,975 | $5,114 | 1.08% | 2.56% | 52 | 09/19 06:16 | 0 |
5 | CLF23 | 0.22 | (1.17) | 6.30 | 88.06 | $88,060 | $3,320 | 0.70% | 3.77% | 65 | 10/09 18:00 | 0 |
4 | 6JZ22 | (1.28) | 1.73 | 7.53 | 0.01 | $90,563 | $1,064 | 0.22% | 1.17% | 53 | 11/10 16:09 | 0 |
3 | 6EZ22 | (1.28) | 6.65 | 6.65 | 1.04 | $129,875 | $1,603 | 0.34% | 1.23% | 54 | 11/11 14:39 | 0 |
2 | 6CZ22 | (0.26) | 4.53 | (5.36) | 0.75 | $75,475 | $820 | 0.17% | 1.09% | 54 | 09/19 09:29 | 0 |
1 | 6BZ22 | 0.84 | 4.86 | (9.33) | 1.18 | $74,038 | $1,332 | 0.28% | 1.80% | 54 | 09/25 21:01 | 0 |
0 | 6AZ22 | (0.35) | 5.87 | 5.87 | 0.67 | $67,155 | $1,114 | 0.23% | 1.66% | 50 | 11/11 14:39 | 0 |